+82.9%
KORU vs ELV
+280.2%
-197.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.6% |
| 7D | -1.7% | +3.2% | -4.9% | -4.4% |
| 30D | +13.5% | +5.4% | +8.2% | +7.6% |
| 3M | -45.2% | +5.4% | -50.6% | -49.6% |
| 6M | +17.1% | +45.7% | -28.6% | -17.7% |
| YTD | +154.1% | +21.2% | +132.9% | +101.1% |
| 1Y | +375.7% | +35.6% | +340.1% | +239.4% |
| 3Y | +474.0% | -2.0% | +476.0% | +387.0% |
| 5Y | +60.4% | +26.0% | +34.4% | -0.8% |
| All | +82.9% | +280.2% | -197.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling